Gaussian approximations of Brownian motion in a stochastic integral
From MaRDI portal
Publication:1897893
DOI10.1007/BF00995993zbMath0827.60037MaRDI QIDQ1897893
B. Žibaitis, Vigirdas Mackevičius
Publication date: 18 September 1995
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Brownian motionfinite variation processesFisk-Stratonovich integralpolygonal and mollifier approximations
Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Stochastic integrals (60H05)
Related Items (4)
Wong-Zakai approximations for stochastic differential equations ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ Unnamed Item ⋮ Unnamed Item
Cites Work
- Unnamed Item
- On polygonal approximation of brownian motion in stochastic integral
- ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
- Symmetric stochastic integrals and their approximations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Riemann-Stieltjes approximations of stochastic integrals
- The Representation of Functionals of Brownian Motion by Stochastic Integrals
This page was built for publication: Gaussian approximations of Brownian motion in a stochastic integral